Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52260.5 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48098.97 Kr¶

PnL: ---------------------------------------> -827.53 Kr¶

DD now: ---------------------------------> -1.619 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 14:33:14.395912'

Anic Portfolio¶

Today¶

Return: -0.106 %¶

This Week¶

Return: -0.106 %¶

Total portfolio value¶

Return including deposits: 71.087 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.450000 877.500000 32.500000 3.850000 845.000001
SynAct Pharma 9 -0.130000 673.200000 28.200000 4.370000 645.000003
Eastnine 6 -1.740000 678.000000 21.000000 3.200000 657.000000
BHG Group 49 -5.410000 659.050000 20.050000 3.140000 638.999984
Vitrolife 3 3.110000 696.600000 19.600000 2.900000 677.000001
Biotage 4 0.580000 622.000000 19.000000 3.150000 603.000000
Addtech B 3 2.050000 717.600000 17.600000 2.510000 699.999999
Embracer Group B 26 0.190000 675.350000 13.350000 2.020000 661.999988
Indutrade 5 1.680000 1332.500000 12.500000 0.950000 1320.000000
Svolder B 35 1.380000 2185.750000 12.250000 0.560000 2173.500000
Addnode Group B 6 1.760000 762.600000 10.600000 1.410000 751.999998
Nolato B 12 0.000000 658.200000 10.200000 1.570000 648.000000
BONESUPPORT HOLDING 10 -0.240000 1230.000000 6.000000 0.490000 1224.000000
Latour B 2 1.970000 454.800000 5.800000 1.290000 449.000000
Sdiptech B 3 -0.290000 826.800000 4.800000 0.580000 822.000000
Fortnox 10 3.370000 668.800000 0.800000 0.120000 668.000000
Sedana Medical 135 -2.250000 4330.800000 -0.200000 0.000000 4330.999935
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.740000 653.800000 -0.200000 -0.030000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Sampo Oyj SDB 1 -0.500000 499.500000 -5.500000 -1.090000 505.000000
Volati 5 -4.220000 568.000000 -6.000000 -1.050000 574.000000
SCA A 4 0.000000 590.400000 -8.600000 -1.440000 599.000000
Investor B 3 0.420000 648.300000 -9.700000 -1.470000 657.999999
Lime Technologies 2 -2.530000 579.000000 -14.000000 -2.360000 593.000000
Humana 40 1.370000 652.000000 -22.000000 -3.260000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Ambea 68 1.050000 2484.720000 -52.280000 -2.060000 2537.000032
Creades A 7 1.740000 551.250000 -59.750000 -9.780000 610.999998
Investor A 16 0.280000 3465.600000 -79.400000 -2.240000 3545.000000
New Wave B 40 -0.420000 3802.800000 -113.200000 -2.890000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -2.350000 2664.000000 -207.000000 -7.210000 2871.000000
Bactiguard Holding B 37 -3.620000 2564.100000 -402.900000 -13.580000 2966.999993
TOTAL 48098.970000 -827.530000 -1.61868% 48926.499863

Updated:¶

'2023-06-13 14:33:31.847663'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶